+550.6%
ROKU vs VSAT
+13.6%
+537.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.9% | +5.4% | +0.1% |
| 7D | -3.0% | +3.5% | -6.5% | -4.0% |
| 30D | +0.7% | -14.7% | +15.4% | +4.1% |
| 3M | +26.5% | +13.2% | +13.3% | +18.9% |
| 6M | +52.6% | +57.4% | -4.7% | +30.4% |
| YTD | +40.9% | +110.0% | -69.0% | +10.1% |
| 1Y | +57.6% | +134.4% | -76.8% | +17.3% |
| 3Y | +83.2% | +203.5% | -120.3% | +7.2% |
| 5Y | -54.8% | +47.1% | -102.0% | -69.6% |
| All | +550.6% | +13.6% | +537.0% | +390.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VSAT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling